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Bercovici and Pata showed that the correspondence between classically, freely, and Boolean infinitely divisible distributions holds on the level of limit theorems. We extend this correspondence also to distributions infinitely divisible…

算子代数 · 数学 2013-02-20 Michael Anshelevich , John D. Williams

In this paper, a connection between bi-free probability and the asymptotics of random quantum channels and tensor products of random matrices is established. Using bi-free matrix models, it is demonstrated that the spectral distribution of…

算子代数 · 数学 2024-05-30 Paul Skoufranis

This paper aims to give a probabilistic construction of interactions which may be relevant for building physical theories such as interacting quantum field theories. We start with the path integral definition of partition function in…

数学物理 · 物理学 2007-09-24 Herintsitohaina Ratsimbarison

We develope the framework of transitional conditional independence. For this we introduce transition probability spaces and transitional random variables. These constructions will generalize, strengthen and unify previous notions of…

统计理论 · 数学 2021-08-30 Patrick Forré

In this paper, we study compound bi-free Poisson distributions for {\sl two-faced families of random variables}. We prove a Poisson limit theorem for compound bi-free Poisson distributions. Furthermore, a bi-free infinitely divisible…

算子代数 · 数学 2019-05-10 Mingchu Gao

We propose a novel Bayesian model framework for discrete ordinal and count data based on conditional transformations of the responses. The conditional transformation function is estimated from the data in conjunction with an a priori chosen…

统计方法学 · 统计学 2022-05-19 Manuel Carlan , Thomas Kneib

We solve two longstanding major problems in Free Probability. This is achieved by generalising the theory to one with values in arbitrary commutative algebras. We prove the existence of the multi-variable $S$-transform, and show that it is…

概率论 · 数学 2013-09-25 Roland M. Friedrich , John McKay

Recent developments in statistical regression methodology shift away from pure mean regression towards distributional regression models. One important strand thereof is that of conditional transformation models (CTMs). CTMs infer the entire…

统计方法学 · 统计学 2022-05-24 Manuel Carlan , Thomas Kneib , Nadja Klein

Characterization problems in free probability are studied here. Using subordination of free additive and free multiplicative convolutions we generalize some known characterizations in free probability to random variables with unbounded…

算子代数 · 数学 2021-04-20 Wiktor Ejsmont , Uwe Franz , Kamil Szpojankowski

The material gives a new combinatorial proof of the multiplicative property of the S-transform. In particular, several properties of the coefficients of its inverse are connected to non-crossing linked partitions and planar trees.

算子代数 · 数学 2009-01-26 Mihai Popa

The eigenvalue spectrum of the sum of large random matrices that are mutually "free", i.e., randomly rotated, can be obtained using the formalism of R-transforms, with many applications in different fields. We provide a direct…

无序系统与神经网络 · 物理学 2025-04-18 Pierre Bousseyroux , Jean-Philippe Bouchaud

This work investigates the combinatorial structures underlying cyclic conditional freeness and introduces cumulants that serve to linearize the cyclic conditional additive convolution. In the process, we establish the notion of "cyclic…

算子代数 · 数学 2026-02-23 Octavio Arizmendi , Guillaume Cébron , Nicolas Gilliers

We introduce and study the model of simply generated non-crossing partitions, which are, roughly speaking, chosen at random according to a sequence of weights. This framework encompasses the particular case of uniform non-crossing…

概率论 · 数学 2017-06-30 Igor Kortchemski , Cyril Marzouk

In this paper, we will construct the graph free product of noncommutative probability space. This is the attempt to explain and observe the combinatorial-object-depending probabilistic structure.

算子代数 · 数学 2007-05-23 Ilwoo Cho

We establish a central limit theorem for the sum of $\epsilon$-independent random variables, extending both the classical and free probability setting. Central to our approach is the use of graphon limits to characterize the limiting…

概率论 · 数学 2024-12-02 Guillaume Cébron , Patrick Oliveira Santos , Pierre Youssef

This paper proposes new tests of conditional independence of two random variables given a single-index involving an unknown finite-dimensional parameter. The tests employ Rosenblatt transforms and are shown to be distribution-free while…

统计理论 · 数学 2009-11-20 Kyungchul Song

In this paper, a connection between bi-free probability and the theory of non-commutative stochastic processes is examined. Specifically it is demonstrated that the transition operators for non-commutative stochastic processes can be…

算子代数 · 数学 2022-04-26 Paul Skoufranis

Free probability analogs of the basics of extreme-value theory are obtained, based on Ando's spectral order. This includes classification of freely max-stable laws and their domains of attraction, using ``free extremal convolutions'' on the…

算子代数 · 数学 2007-05-23 Gerard Ben Arous , Dan Virgil Voiculescu

For a general free L\'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L\'evy-It\^o representation of the original process. For a general free compound…

算子代数 · 数学 2023-04-07 Michael Anshelevich , Zhichao Wang

Wick polynomials and Wick products are studied in the context of non-commutative probability theory. It is shown that free, boolean and conditionally free Wick polynomials can be defined and related through the action of the group of…

概率论 · 数学 2021-10-05 K. Ebrahimi-Fard , F. Patras , N. Tapia , L. Zambotti